Constructing Optimal Instruments by First-Stage Prediction Averaging (Q3564695)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing Optimal Instruments by First-Stage Prediction Averaging |
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Constructing Optimal Instruments by First-Stage Prediction Averaging (English)
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26 May 2010
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model averaging
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instrumental variable
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many instruments
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two-stage least squares
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LIML
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Fuller's estimator
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higher order theory
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